|
|
 |
| Авторизация |
|
|
|
| Поиск по указателям |
|
|
|
|
|
|
|
 |
|
|
|
| Percival D., Walden A. — Spectral Analysis for Physical Applications |
|
|
|
| Предметный указатель |
Harmonic process, complex-valued, covariance of 468 542 544
Harmonic process, complex-valued, expected value of 468 542
Harmonic process, complex-valued, known frequencies 543
Harmonic process, complex-valued, unknown frequencies 543
Harmonic process, complex-valued, variance of 468 542
Harmonic process, real-valued 46 54 127 457
Harmonic process, real-valued, covariance of 467 540
Harmonic process, real-valued, expected value of 467 540
Harmonic process, real-valued, known frequencies 460 541
Harmonic process, real-valued, unknown frequencies 473 541
Harmonic process, real-valued, variance of 128 130 467 540
Harmonic process, real-valued, variance spectrum of 128
Harmonic tidal prediction 458
Harmonic tidal prediction at Southampton, England 458
Harmonic tidal prediction, harmonic constants 471
Harmonic tidal prediction, histograms 459—460
Harmonics 472 507
Harris, F.J. 258 488 551
Hasan, T. 185 551
Haykin, S. 555 558—559
Healey, D.J. 546
Healy, M.J. 547
Heisenberg's uncertainty principle 73—74 120
High-cut frequency 69
High-pass filter 170 176 185
Hilbert transform 136 530 537
Hilbert transform, frequency response function of 538
Hilbert transform, impulse response sequence of 538
Hilbert transform, transfer function of 538
Hilbert, D. 76 549
Hill, I.D. 379 551
Hua, Y. 535 551
Hudson, J.E. 552
Ice profile data 303
Ice profile data, lag window spectral estimator 307
Ice profile data, periodogram 305
Ice profile data, plot of 304
Identity matrix 534
Ihara, S. 424 551
IIR (infinite impulse response) filters 170 443
Ikebe, Y. 558
Image processing 116
Impulse response function 165
Impulse response sequence 166
Impulse response sequence of Hilbert transform 538
Index-limited sequence 101
Indirect nonparametric estimator 242
Infinite impulse response (IIR) filters 170 443
Innovations 25
Innovations process 392
Innovations variance 392 399 422
Integral equation 76 102
Integrated mean square error 273
Integrated spectrum 130 187 524
Integrated spectrum and linear filters 157
Integrated spectrum from cascaded filters 169
Integrated spectrum, absolutely continuous 141
Integrated spectrum, basic properties 138
Integrated spectrum, continuous parameter stationary process 135
Integrated spectrum, continuous singular function 141
Integrated spectrum, differentiability 144
Integrated spectrum, discrete parameter stationary process 130
Integrated spectrum, step function 141
Integrated square error 61 89
Integrated square error, minimization 61
Intraplate volcanism 24
Inverse discrete Fourier transform (inverse DFT) 111
Inverse Fourier transform 65
Inverse iteration 381
Investigating data 24
Irregularly sampled observations 332
Ishida, M. 278 280 553
Isserlis theorem 40 348
Isserlis, L. 40 551
Jackknifing 332
Jackson, D.D. 533—535 551
Jackson, P.L. 526 528 551
Jacovitti, G. 151 551
Jaynes, E.T. 423—424 551
Jenkins, G.M. 25 46 52 185 194 242 273 392 520 547 551
Jessup, A. 295
Jimenez, C. 194—195 554
Johnson, D.M. 164 553
Jones, N.B. 25 551
Jones, R.H. 25 229 432 435 445 455 517 552—553
Kahan, W. 533 550
Kaiser, J.F. 386 552
Kalman filter 432
Kapuniai, L. 552
Katz, R.W. 552
Kaveh, M. 445 552
Kay, S.M. 147 332 410 428—429 435—437 451 453 480 516 525 528—531 552
Kendall, D.G. 281 546
Kernel of an integral equation 76 102
Kernel type, Dirichlet's 26—27
Kernel type, Fejer's 95
Kernel type, Gaussian 82
Kernel type, rectangular 86
Kernel, degenerate 103
Kesler, S.B. 551—554 556—557
Kikkawa, S. 278 280 553
King, M.E. 333 553
Kleiner, B. 548
Klema, V.C. 558
Knuth, D.E. 34 550
Kolmogorov goodness of fit test 233
Koopmans, L.H. 127 155 229 553
Koslov, J.W. 445 553
Krishnaiah, P.R. 551 556
Kromer, R.E. 445 449 553
Kronecker delta function 79
kth order dpss taper 334
Kumaresan, R. 532 535—537 559
Kung, S.Y. 24 553
Kuo, C. 333 553
Kuo, F.F. 552
Lacoss, R.T. 437 523 553
Lag 36
Lag 1 scatter plot 4
Lag k scatter plot 5
Lag window 238 245 438
Lag window spectral estimator 240 320 352 439 442
Lag window spectral estimator, AR(2) data 309—310
Lag window spectral estimator, AR(4) data 314—335
Lag window spectral estimator, asymptotic unbiasedness 244
Lag window spectral estimator, asymptotic variance 269
Lag window spectral estimator, bias of 244
Lag window spectral estimator, computation of 284
Lag window spectral estimator, consistency of 249
Lag window spectral estimator, covariance of 249
Lag window spectral estimator, degrees of freedom 269
Lag window spectral estimator, distribution of 254 322 449
Lag window spectral estimator, equivalent degrees of freedom for 255
Lag window spectral estimator, expected value of 243 321 327
Lag window spectral estimator, ice profile data 306—307
Lag window spectral estimator, names for 242
Lag window spectral estimator, ocean wave data 300—301
Lag window spectral estimator, sea level residuals 470—471
Lag window spectral estimator, smoothing window bandwidth 269
Lag window spectral estimator, spectral window for 321
Lag window spectral estimator, summary of properties 269
Lag window spectral estimator, variance of 247 251 321
Lag window type, Bartlett 260 289
Lag window type, Daniell 263 300 303
Lag window type, Hamming 328
Lag window type, Hanning 328 538
Lag window type, modified Daniell 267
Lag window type, Papoulis 266
Lag window type, Parzen 265 300 306—310 314—315 328 442 470—471
Lag window, choice of 271—272 274
| Lag window, examples 258
Lag window, reshaped 246 352
Lago, P.J. 551
Lagunas-Hernandez, M.A. 424 553
Landers, T.E. 437 553
Lang, S.W. 465 553
Lanning, E.N. 164 553
Lawrance, A.J. 434 553
Leakage 92 203 217 298 331 334—335 342 388—390 481 506
Leakage of smoothing window 272 442
Least squares 426 461 498
Least squares AR parameter estimator 426 453
Least squares AR parameter estimator, AR(1) process 455
Least squares AR parameter estimator, backward 427 434
Least squares AR parameter estimator, forward 427 433
Least squares AR parameter estimator, forward/backward 427 434 518—519 534
Least squares AR parameter estimator, singular value decomposition 537
Least squares autoregressive spectral estimator 428
Least squares autoregressive spectral estimator and Burg's algorithm 428
Least squares autoregressive spectral estimator and stationarity 428
Least squares autoregressive spectral estimator and Yule — Walker method 428
Least squares, unweighted 471
Least squares, weighted 471
Lebesgue decomposition theorem 141 467
Leeson, D.B. 546
Levinson — Durbin recursions 397 401—402 406 408 411 413—414 454 518
Levinson — Durbin recursions, complex-valued process 450
Levinson — Durbin recursions, step-down recursions 410
Likelihood function 429
Likelihood function, reduced 431
Lindberg, C.R. 333 553—556
Line Spectrum 141 456
Linear model 5
Linear regression, complex 465 498
Linear regression, real 461 463
Linear taper 206
Linear time-invariant (LTI) filters 153
Linear time-invariant (LTI) filters, analog 155
Linear time-invariant (LTI) filters, digital 164 236
Linear window 206
Liu, T.-C. 332 554
Local bias 214 272 332 343 356—357 359—361
Location of peak frequencies 488 519
Log likelihood function 429 431
Log spectral density function 280
Lorenzian spectral density function 152
Loss of resolution 272
Loupas, T. 40 554
Low-cut frequency 69
Low-pass filter 169
Lower triangular matrix 412 430 433
LTI (linear time-invariant) filters 153
Lysne, D. 414 433 554
Madan, R.N. 552
Makhoul, J. 38 181 424 435 517 519 552 554
Male speech 69
Mann — Wald theorem 446 449
Mann, H.B. 446 554
Mann, W.R. 34 558
Marple, S.L., Jr. 428—429 437 453 480 516 525 528—531 552 554
Martin, R.D. 218 298 439 446 548 554
Maximum confusion spectral analysis 424
Maximum entropy, principle of 421 423—424
Maximum entropy, spectral analysis (MESA) 215 393 414 420 422 424 443
Maximum likelihood AR parameter estimator 429 453
Maximum likelihood AR parameter estimator, approximations to 433
Maximum likelihood AR parameter estimator, AR(1) process 432
Maximum likelihood AR parameter estimator, distribution of 433
Maximum likelihood estimator (MLE) 429
McClellan, J.H. 465 553
McDicken, W.N. 40 554
McGunigal, T.E. 546
McLeod, A.I. 193 195 554
McWhirter, J.G. 552
Mean 6 33
Mean corrected direct spectral estimator 217 501
Mean integrated square error 282
Mean square error 191 366—368 410 489
Mean square error, integrated 273
Mean square linear prediction error 397 399 403 409 410 417—418 454
Mean, estimation of 188
Miller, K.S. 40 461 466 499 554
Mixed spectrum 141 332 461 470 472 489 540
Modified covariance method 429
Modified Daniell lag window 258 267
Modified periodogram 207
Moler, C.B. 558
Monro, D.M. 114 555
Moore, T.A. 552
Morettin, P.A. 164 409 555
Moving average (MA) process 43 442
Moving average (MA) process, invertibility 54
Moving average (MA) process, spectral density function of qth order 151 167
Moving average (MA) spectral estimator 442
Moving average (MA) spectral estimator and truncated periodogram 445
Moving average (MA) spectral estimator, existence of 444
Mullen, J.A., Jr. 546
Mullis, C.T. 333 555
Multidimensional spectra 332
Multitaper sinusoidal amplitude estimator (complex) 499 504 513
Multitaper spectral estimator 331
Multitaper spectral estimator and periodicity testing 496
Multitaper spectral estimator, adaptive 370
Multitaper spectral estimator, AR(4) data 340—342
Multitaper spectral estimator, bias of 343
Multitaper spectral estimator, covariance of eigenspectra 350 375
Multitaper spectral estimator, distribution of 343 360
Multitaper spectral estimator, distribution of, adaptive 370 377
Multitaper spectral estimator, eigenspectra 333 337 339 364
Multitaper spectral estimator, equivalent degrees of freedom, adaptive 370 377
Multitaper spectral estimator, equivalent degrees of freedom, nonadaptive 343
Multitaper spectral estimator, expected value of 334
Multitaper spectral estimator, Gaussian white noise 347
Multitaper spectral estimator, information recovery 344 349
Multitaper spectral estimator, motivating example 333
Multitaper spectral estimator, ocean wave data 371 373
Multitaper spectral estimator, Parseval's theorem and 371 377
Multitaper spectral estimator, resolution bandwidth 332 354
Multitaper spectral estimator, simple average 333
Multitaper spectral estimator, spectral window 334 340—342
Multitaper spectral estimator, summary 374
Multitaper spectral estimator, variance of 334 343 350
Multitaper spectral estimator, via quadratic spectral estimator 351
Multitaper spectral estimator, via regularization 361
Multitaper spectral estimator, weighted version for colored noise 370
Multitaper spectral estimator, weighted version for white noise 369
Multitaper spectral estimator, Willamette River data 513
Multitaper white noise variance estimator 504
Multitapering 331
Multivariate Gaussian (normal) distribution 7 446
Munk, W. 457 472 555
Murphy, A.H. 552
Murray, M.T. 469 555
Muscle contraction 25
Mutually uncorrelated random variables 10
Nakagawa, J.K. 552
Newton — Raphson method 479 525
Newton, H.J. 195 395 410 412 419 430 433 445—446 480 555
Nitzberg, R. 424 555
Non-Gaussian process 229
Noncentral chi-square distribution 494
Nonergodic process 55
Nonlinear relationship 8
Nonparametric estimation 17 20
Nonparametric spectral estimation 187
Nonparametric spectral estimation, AR(2) data 308
Nonparametric spectral estimation, AR(4) data 313
Nonparametric spectral estimation, ice profile data 303
Nonparametric spectral estimation, ocean wave data 295 372
Nonperiodic function 64
|
|
|
| Реклама |
|
|
|
|
|
О проекте